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~person:"Berentsen, Aleksander"
~person:"McCallum, Bennett T."
~person:"Righi, Marcelo Brutti"
~subject:"Distributional effect"
~subject:"Theorie"
~type:"article"
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Distributional effect
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Berentsen, Aleksander
McCallum, Bennett T.
Righi, Marcelo Brutti
Barnett, William A.
40
Serletis, Apostolos
33
Wang, Ruodu
25
Fabozzi, Frank J.
19
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17
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Journal of monetary economics
4
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2
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Macro and micro policies for more growth and employment : Symposium 1987
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ECONIS (ZBW)
40
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1
Limited commitment and the demand for
money
Berentsen, Aleksander
;
Huber, Samuel
;
Marchesiani, …
- In:
The economic journal : the journal of the Royal …
128
(
2018
)
610
,
pp. 1128-1156
Persistent link: https://www.econbiz.de/10011951215
Saved in:
2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
3
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
4
Exit strategies for monetary policy
Berentsen, Aleksander
;
Kraenzlin, Sébastien
;
Müller, …
- In:
Journal of monetary economics
99
(
2018
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012109023
Saved in:
5
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
6
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
7
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
8
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014487105
Saved in:
9
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
10
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
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